SYMBOL INDEX (219 symbols across 50 files)

FILE: DataLoader/Data.py
  class Data (line 5) | class Data:
    method __init__ (line 6) | def __init__(self, data, action_name, device, gamma, n_step=4, batch_s...
    method get_current_state (line 36) | def get_current_state(self):
    method step (line 45) | def step(self, action):
    method get_reward (line 73) | def get_reward(self, action):
    method calculate_reward_for_one_step (line 95) | def calculate_reward_for_one_step(self, action, index, rewards):
    method reset (line 115) | def reset(self):
    method __iter__ (line 119) | def __iter__(self):
    method __next__ (line 124) | def __next__(self):
    method get_total_reward (line 133) | def get_total_reward(self, action_list):
    method make_investment (line 151) | def make_investment(self, action_list):

FILE: DataLoader/DataAutoPatternExtractionAgent.py
  class DataAutoPatternExtractionAgent (line 5) | class DataAutoPatternExtractionAgent(Data):
    method __init__ (line 6) | def __init__(self, data, state_mode, action_name, device, gamma, n_ste...
    method find_trend (line 72) | def find_trend(self, window_size=20):

FILE: DataLoader/DataForPatternBasedAgent.py
  class DataForPatternBasedAgent (line 5) | class DataForPatternBasedAgent(Data):
    method __init__ (line 6) | def __init__(self, data, patterns, action_name, device, gamma, n_step=...
    method convert_to_tuple (line 40) | def convert_to_tuple(self, labels):

FILE: DataLoader/DataLoader.py
  class YahooFinanceDataLoader (line 15) | class YahooFinanceDataLoader:
    method __init__ (line 18) | def __init__(self, dataset_name, split_point, begin_date=None, end_dat...
    method load_data (line 109) | def load_data(self):
    method plot_data (line 123) | def plot_data(self):
    method save_pattern (line 138) | def save_pattern(self):
    method load_pattern (line 143) | def load_pattern(self):
    method normalize_data (line 147) | def normalize_data(self):

FILE: DataLoader/DataSequencePrediction.py
  class DataSequencePrediction (line 9) | class DataSequencePrediction(Data):
    method __init__ (line 10) | def __init__(self, data, action_name, model_file_name, device, gamma, ...
    method __next__ (line 41) | def __next__(self):

FILE: DataLoader/DataSequential.py
  class DataSequential (line 6) | class DataSequential(Data):
    method __init__ (line 7) | def __init__(self, data, action_name, device, gamma, n_step=4, batch_s...
    method __next__ (line 40) | def __next__(self):

FILE: DeepRLAgent/BaseTrain.py
  class BaseTrain (line 25) | class BaseTrain:
    method __init__ (line 26) | def __init__(self,
    method select_action (line 104) | def select_action(self, state):
    method optimize_model (line 123) | def optimize_model(self):
    method train (line 170) | def train(self, num_episodes=50):
    method save_model (line 205) | def save_model(self, model):
    method test (line 208) | def test(self, initial_investment=1000, test_type='test'):

FILE: DeepRLAgent/MLPEncoder/Decoder.py
  class Decoder (line 4) | class Decoder(nn.Module):
    method __init__ (line 5) | def __init__(self, num_classes, action_length=3):
    method forward (line 20) | def forward(self, x):

FILE: DeepRLAgent/MLPEncoder/Encoder.py
  class Encoder (line 6) | class Encoder(nn.Module):
    method __init__ (line 8) | def __init__(self, num_classes, state_size):
    method forward (line 23) | def forward(self, x):

FILE: DeepRLAgent/MLPEncoder/Seq2SeqModel.py
  class Seq2Seq (line 4) | class Seq2Seq(nn.Module):
    method __init__ (line 5) | def __init__(self, encoder, decoder):
    method forward (line 11) | def forward(self, x):

FILE: DeepRLAgent/MLPEncoder/Train.py
  class Train (line 11) | class Train(BaseTrain):
    method __init__ (line 12) | def __init__(self,

FILE: DeepRLAgent/MLPEncoder/Train_prev.py
  class Train (line 24) | class Train:
    method __init__ (line 25) | def __init__(self, data_train, data_test, dataset_name, state_mode, n_...
    method select_action (line 77) | def select_action(self, state):
    method optimize_model (line 98) | def optimize_model(self):
    method train (line 145) | def train(self, num_episodes=50, tensorboard=None):
    method save_model (line 183) | def save_model(self, model):
    method test (line 203) | def test(self, file_name, action_name, test_type='train'):

FILE: DeepRLAgent/ReplayMemory.py
  class ReplayMemory (line 7) | class ReplayMemory(object):
    method __init__ (line 9) | def __init__(self, capacity):
    method push (line 14) | def push(self, *args):
    method sample (line 21) | def sample(self, batch_size):
    method __len__ (line 24) | def __len__(self):

FILE: DeepRLAgent/SimpleCNNEncoder/Decoder.py
  class Decoder (line 4) | class Decoder(nn.Module):
    method __init__ (line 5) | def __init__(self, num_classes, action_length=3):
    method forward (line 20) | def forward(self, x):

FILE: DeepRLAgent/SimpleCNNEncoder/Encoder.py
  class Encoder (line 6) | class Encoder(nn.Module):
    method __init__ (line 8) | def __init__(self, num_classes, state_size):
    method forward (line 18) | def forward(self, x):

FILE: DeepRLAgent/SimpleCNNEncoder/Seq2SeqModel.py
  class Seq2Seq (line 4) | class Seq2Seq(nn.Module):
    method __init__ (line 5) | def __init__(self, encoder, decoder):
    method forward (line 11) | def forward(self, x):

FILE: DeepRLAgent/SimpleCNNEncoder/Train.py
  class Train (line 12) | class Train(BaseTrain):
    method __init__ (line 13) | def __init__(self,

FILE: DeepRLAgent/VanillaInput/DeepQNetwork.py
  class DQN (line 5) | class DQN(nn.Module):
    method __init__ (line 7) | def __init__(self, state_length, action_length):
    method forward (line 22) | def forward(self, x):

FILE: DeepRLAgent/VanillaInput/Train.py
  class Train (line 9) | class Train(BaseTrain):
    method __init__ (line 10) | def __init__(self,

FILE: EncoderDecoderAgent/BaseTrain.py
  class BaseTrain (line 19) | class BaseTrain:
    method __init__ (line 20) | def __init__(self, data_loader,
    method select_action (line 93) | def select_action(self, state):
    method optimize_model (line 113) | def optimize_model(self):
    method train (line 173) | def train(self, num_episodes=50, tensorboard=None):
    method save_model (line 229) | def save_model(self, model):
    method test (line 232) | def test(self, initial_investment=1000, test_type='test'):

FILE: EncoderDecoderAgent/CNN/Decoder.py
  class Decoder (line 4) | class Decoder(nn.Module):
    method __init__ (line 5) | def __init__(self, num_classes, action_length=3):
    method forward (line 20) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN/Encoder.py
  class Encoder (line 6) | class Encoder(nn.Module):
    method __init__ (line 8) | def __init__(self, state_size):
    method forward (line 19) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN/Seq2SeqModel.py
  class Seq2Seq (line 6) | class Seq2Seq(nn.Module):
    method __init__ (line 7) | def __init__(self, encoder, decoder):
    method forward (line 12) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN/Train.py
  class Train (line 13) | class Train(BaseTrain):
    method __init__ (line 14) | def __init__(self,

FILE: EncoderDecoderAgent/CNN2D/Decoder.py
  class Decoder (line 4) | class Decoder(nn.Module):
    method __init__ (line 5) | def __init__(self, num_classes, action_length=3):
    method forward (line 20) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN2D/Encoder.py
  class Encoder (line 6) | class Encoder(nn.Module):
    method __init__ (line 8) | def __init__(self, num_classes, state_size, window_size):
    method forward (line 17) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN2D/Seq2SeqModel.py
  class Seq2Seq (line 4) | class Seq2Seq(nn.Module):
    method __init__ (line 5) | def __init__(self, encoder, decoder):
    method forward (line 10) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN2D/Train.py
  class Train (line 13) | class Train(BaseTrain):
    method __init__ (line 14) | def __init__(self,

FILE: EncoderDecoderAgent/CNNAttn/Attention.py
  class AttentionLayer (line 6) | class AttentionLayer(nn.Module):
    method __init__ (line 7) | def __init__(self, window_size, output_size):
    method forward (line 11) | def forward(self, x):

FILE: EncoderDecoderAgent/CNNAttn/Decoder.py
  class Decoder (line 4) | class Decoder(nn.Module):
    method __init__ (line 5) | def __init__(self, input_size, action_length=3):
    method forward (line 20) | def forward(self, x):

FILE: EncoderDecoderAgent/CNNAttn/Encoder.py
  class Encoder (line 6) | class Encoder(nn.Module):
    method __init__ (line 8) | def __init__(self, state_size):
    method forward (line 19) | def forward(self, x):

FILE: EncoderDecoderAgent/CNNAttn/Seq2SeqModel.py
  class Seq2Seq (line 6) | class Seq2Seq(nn.Module):
    method __init__ (line 7) | def __init__(self, encoder, attention, decoder):
    method forward (line 13) | def forward(self, x):

FILE: EncoderDecoderAgent/CNNAttn/Train.py
  class Train (line 13) | class Train(BaseTrain):
    method __init__ (line 14) | def __init__(self,

FILE: EncoderDecoderAgent/CNN_GRU/Decoder.py
  class Decoder (line 4) | class Decoder(nn.Module):
    method __init__ (line 5) | def __init__(self, num_classes, action_length=3):
    method forward (line 20) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN_GRU/Encoder.py
  class Encoder (line 5) | class Encoder(nn.Module):
    method __init__ (line 7) | def __init__(self, window_size, hidden_size, device):
    method forward (line 22) | def forward(self, x):
    method initHidden (line 35) | def initHidden(self, batch_size):

FILE: EncoderDecoderAgent/CNN_GRU/Seq2SeqModel.py
  class Seq2Seq (line 6) | class Seq2Seq(nn.Module):
    method __init__ (line 7) | def __init__(self, encoder, decoder):
    method forward (line 12) | def forward(self, x):

FILE: EncoderDecoderAgent/CNN_GRU/Train.py
  class Train (line 12) | class Train(BaseTrain):
    method __init__ (line 13) | def __init__(self,

FILE: EncoderDecoderAgent/GRU/Attention.py
  class AttentionLayer (line 6) | class AttentionLayer(nn.Module):
    method __init__ (line 7) | def __init__(self, hidden_size, window_size, device):
    method forward (line 15) | def forward(self, encoder_output, encoder_hidden):

FILE: EncoderDecoderAgent/GRU/Decoder.py
  class Decoder (line 5) | class Decoder(nn.Module):
    method __init__ (line 6) | def __init__(self, hidden_size, action_length=3):
    method forward (line 26) | def forward(self, x):

FILE: EncoderDecoderAgent/GRU/Encoder.py
  class EncoderRNN (line 5) | class EncoderRNN(nn.Module):
    method __init__ (line 6) | def __init__(self, input_size, hidden_size, device):
    method forward (line 16) | def forward(self, x):
    method initHidden (line 37) | def initHidden(self, batch_size):

FILE: EncoderDecoderAgent/GRU/Seq2SeqModel.py
  class Seq2Seq (line 4) | class Seq2Seq(nn.Module):
    method __init__ (line 5) | def __init__(self, encoder, attention, decoder):
    method forward (line 11) | def forward(self, x):

FILE: EncoderDecoderAgent/GRU/Test/Train.py
  class Train (line 25) | class Train:
    method __init__ (line 26) | def __init__(self, data_train, data_test, dataset_name, hidden_size=50...
    method select_action (line 73) | def select_action(self, state):
    method optimize_model (line 95) | def optimize_model(self):
    method train (line 159) | def train(self, num_episodes=50, tensorboard=None):
    method save_model (line 200) | def save_model(self, model):
    method test (line 220) | def test(self, file_name, action_name, test_type='train'):

FILE: EncoderDecoderAgent/GRU/Train.py
  class Train (line 14) | class Train(BaseTrain):
    method __init__ (line 15) | def __init__(self, data_loader,

FILE: EncoderDecoderAgent/ReplayMemory.py
  class ReplayMemory (line 7) | class ReplayMemory(object):
    method __init__ (line 9) | def __init__(self, capacity):
    method push (line 14) | def push(self, *args):
    method sample (line 21) | def sample(self, batch_size):
    method __len__ (line 24) | def __len__(self):

FILE: Main.py
  class SensitivityRun (line 87) | class SensitivityRun:
    method __init__ (line 88) | def __init__(self,
    method reset (line 183) | def reset(self):
    method load_data (line 187) | def load_data(self):
    method load_agents (line 284) | def load_agents(self):
    method train (line 471) | def train(self):
    method evaluate_sensitivity (line 487) | def evaluate_sensitivity(self):
    method plot_and_save_sensitivity (line 513) | def plot_and_save_sensitivity(self):
    method save_portfolios (line 545) | def save_portfolios(self):
    method save_experiment (line 549) | def save_experiment(self):

FILE: PatternDetectionInCandleStick/Evaluation.py
  class Evaluation (line 5) | class Evaluation:
    method __init__ (line 6) | def __init__(self, data, action_label, initial_investment, trading_cos...
    method evaluate (line 21) | def evaluate(self):
    method arithmetic_daily_return (line 65) | def arithmetic_daily_return(self):
    method logarithmic_daily_return (line 71) | def logarithmic_daily_return(self):
    method average_daily_return (line 75) | def average_daily_return(self):
    method daily_return_variance (line 80) | def daily_return_variance(self, daily_return_type="arithmetic"):
    method time_weighted_return (line 88) | def time_weighted_return(self):
    method total_return (line 95) | def total_return(self):
    method sharp_ratio (line 107) | def sharp_ratio(self):
    method value_at_risk (line 136) | def value_at_risk(self, significance_level=5):
    method volatility (line 181) | def volatility(self):
    method logarithmic_return (line 196) | def logarithmic_return(self):
    method arithmetic_return (line 216) | def arithmetic_return(self):
    method get_daily_portfolio_value (line 240) | def get_daily_portfolio_value(self):
    method get_rate_of_return (line 268) | def get_rate_of_return(self):
    method calculate_match_actions (line 273) | def calculate_match_actions(self, human_actions, agent_actions):

FILE: PatternDetectionInCandleStick/Extract.py
  function is_hammer (line 4) | def is_hammer(candle, percentage_of_upper_shadow=0.1, upper_bound_hammer...
  function is_inverse_hammer (line 24) | def is_inverse_hammer(candle, percentage_of_lower_shadow=0.1,
  function is_bullish_engulfing (line 44) | def is_bullish_engulfing(candle1, candle2, average_length_of_candles_bod...
  function is_piercing_line (line 53) | def is_piercing_line(candle1, candle2, average_length_of_candles_bodies,...
  function is_morning_star (line 77) | def is_morning_star(candle1, candle2, candle3, average_length_of_candles...
  function is_three_white_soldier (line 103) | def is_three_white_soldier(candle1, candle2, candle3, average_length_of_...
  function is_bullish_harami (line 110) | def is_bullish_harami(candle1, candle2, max_length_candle, significance_...
  function is_hanging_man (line 121) | def is_hanging_man(candle, percentage_of_upper_shadow=0.1, lower_bound_h...
  function is_shooting_star (line 142) | def is_shooting_star(candle, percentage_of_lower_shadow=0.1, upper_bound...
  function is_bearish_engulfing (line 163) | def is_bearish_engulfing(candle1, candle2, average_length_of_candles_bod...
  function is_evening_star (line 172) | def is_evening_star(candle1, candle2, candle3, average_length_of_candles...
  function is_three_black_crows (line 199) | def is_three_black_crows(candle1, candle2, candle3, average_length_of_ca...
  function is_dark_cloud_cover (line 206) | def is_dark_cloud_cover(candle1, candle2, average_length_of_candles_bodi...
  function is_bearish_harami (line 221) | def is_bearish_harami(candle1, candle2, max_length_candle, significance_...
  function is_doji (line 232) | def is_doji(candle, average_length_of_candles_bodies, percentage_length=...
  function is_spinning_top (line 236) | def is_spinning_top(candle, average_length_of_candles_bodies, significan...
  function is_falling_three_methods (line 258) | def is_falling_three_methods(candle1, candle2, candle3, candle4, candle5...
  function is_rising_three_methods (line 275) | def is_rising_three_methods(candle1, candle2, candle3, candle4, candle5,...
  function is_bearish (line 290) | def is_bearish(candle):
  function is_bullish (line 294) | def is_bullish(candle):
  function is_significant (line 298) | def is_significant(candle, average_length_of_candles_bodies, significant...

FILE: PatternDetectionInCandleStick/LabelPatterns.py
  function label_candles (line 42) | def label_candles(data):
  function find_trend (line 220) | def find_trend(data, window_size=20):
  function confirmation_of_the_trend (line 237) | def confirmation_of_the_trend(data, index):

FILE: RLAgent/Train.py
  class Train (line 19) | class Train:
    method __init__ (line 20) | def __init__(self, data_train, data_test, patterns, dataset_name, n=5,...
    method training (line 46) | def training(self):
    method write_to_file (line 50) | def write_to_file(self):
    method read_from_file (line 64) | def read_from_file(self, filename):
    method test (line 71) | def test(self, test_type='train'):
    method make_investment (line 84) | def make_investment(self, data):
  function convert_number_to_action (line 92) | def convert_number_to_action(a):

FILE: utils.py
  function save_pkl (line 4) | def save_pkl(path, obj):
  function load_pkl (line 9) | def load_pkl(path):